Release Notes

January 2022 - Production Environment

New features are production released in a phased rollout to our globally distributed system. Therefore, a feature may be listed here which has not yet reached your workspace(s). However all of these features are available at uat.trade.tt.


Production Start Production Complete Type Component Release Note

01/27/2022

02/10/2022

Fixes

Market Grid

Fixed an issue in Market Grid and Depth widget where implied prices were sometimes displayed twice -- once as direct and once as implied -- when displaying detailed depth.

(Ref 75549)

01/27/2022

02/10/2022

Fixes

Autospreader

Fixed an issue in the Order Book where legged Autospreader orders with 'Convert Quote to Hedge' enabled sometimes do not display the spread order with the orange bar indicating the order is legged.

(Ref 137155)

01/27/2022

02/10/2022

Improvements

General

Added support for Bursa Malaysia night session roll times.

(Ref 136483)

01/27/2022

02/10/2022

Improvements

Orders

LME prices and quantities on "merged order books", e.g., where a daily prompt contract such as CA 080322 is the current underlying instrument for the CA 3M rolling contract, are now consistent with the underlying daily prompt instrument matching the rolling contract. Orders placed on either instrument will appear in the Order Book as the daily instrument followed by the rolling alias, e.g., "CA 080322 (3M)".

(Ref 136368)

01/27/2022

02/10/2022

Improvements

Order Entry

You can now upload staged orders into the Order Book via .csv files by using a new "Stage" button on the upload configuration widget. This new button is an addition to the current buttons for "Submit as Held" and "Submit to Exchange".

(Ref 136363)

01/27/2022

02/10/2022

Fixes

Autospreader

Fixed Autospreader account seeding issues when using multiple accounts per legs, e.g., separate accounts for different markets.

(Ref 136362)

01/27/2022

02/10/2022

Improvements

Market Grid

The Depth widget now supports adding tabs and changing the instrument via a right click context menu on a tab.

(Ref 136359)

01/27/2022

02/10/2022

Improvements

Spread Matrix

The Spread Matrix now provides a new setting of "Show quantity when hovering over price" which is off by default. When enabled, the bid and ask quantity cells are not displayed in the matrix grid, and the quantity value will be displayed in a tooltip when the mouse pointer is hovered over a bid or ask price cell.

(Ref 136352)

01/27/2022

02/10/2022

Improvements

Order Book

The Order Book and the orders pane of the Orders and Fills widget (OFW) now allow you to optionally display deleted orders only for the current session. Previously this feature was only available when you also included orders from previous sessions.

(Ref 136349)

01/27/2022

02/10/2022

Fixes

RTD

Fixed an RTD TTFills issue if a set number of fills is used, e.g., 500 instead of last*500 or first*500, no fills are returned when the max fill limit is not set in TTW.

(Ref 136346)

01/27/2022

02/10/2022

Fixes

MD Trader

Fixed an issue where MD Trader did not always correctly populate the display quantity edit box even though edit focus appears to be on the control.

(Ref 136332)

01/27/2022

02/10/2022

Fixes

Aggregator

Fixed an issue with Aggregator not displaying the correct price format for some CME BrokerTec contracts.

(Ref 136306)

01/27/2022

02/10/2022

Fixes

Order Entry

Fixed issues seen when using the new v23 feature to submit multiple staged orders with the same order type, where sometimes only the first order in the selected collection actually gets the algo applied to the set of orders, e.g., the first order gets the TT Iceberg but the other orders get sent as limit orders.

(Ref 136303)

01/27/2022

02/10/2022

Improvements

Order Entry

The Open/Close control for orders on spread instruments for Chinese DCE and ZCE markets now includes two additional choices for "Open - Spread Switch" and "Close - Spread Switch" which define how the open and close are set on the legs of the spread.

(Ref 136301)

01/27/2022

02/10/2022

Improvements

Order Entry

Order uploads via .csv files now supports integer values in a new "Variance" field for slicer style TT Order Types, e.g., TT Iceberg, TT Time Duration and TT Time Sliced.

(Ref 136299)

01/27/2022

02/10/2022

Improvements

Order Book

The Order Book now enforces the modify permissions when a user selects an order in a shared account. If the user only has delete permissions and cannot modify orders, adjustments attempted in the order modification pane will be prevented with the Change and/or Cxl/Replace button disabled.

(Ref 136297)

01/27/2022

02/10/2022

Improvements

Order Entry

Market orders on JPX instruments now default to IOC for Time-In-Force (TIF). Users can manually select FOK if they desire, or set up an Order Profile to define their own custom default behavior.

(Ref 136291)

01/27/2022

02/10/2022

Improvements

General

We have added a new Mini Floating Depth widget as a popup window which can be set to appear on cells in the Market Grid or Spread Matrix, and also over the main price edit control in the Order Book and Order Ticket. The window displays three levels of depth for both bids and offers, with the launch method of either hover or middle click set in Preferences.

(Ref 136290)

01/27/2022

02/10/2022

Fixes

Charts

Fixed account selection issues in the Trader Analytics account drop down control.

(Ref 136288)

01/27/2022

02/10/2022

Improvements

Charts

You can now export chart data to a .csv file via the right click menu. Export options offer the ability to include column headers in the output file and to include technical indicator values currently applied to the chart.

(Ref 136285)

01/24/2022

01/24/2022

Fixes

Market Data

Fixes a bug on MX where futures, options and mlegs were set to IsUserDefined=True. After this fix is deployed, only User Defined Strategies will be flagged as IsUserDefined=True.

(Ref 137367)

01/23/2022

Improvements

Exchanges

This version of SGX Order Connector adds support for Titan Service Release 8.5 and the related Self-Trade Prevention Enhancements included. With Service Release 8.5, SGX is providing an additional tier of STP checking at a new “Trading Group” level, while still retaining their existing STP functionality. In turn, this version of SGX Order Connector adds full support for this new feature.

Use of SGX Service Release 8.5 features requires no new changes or additional configurations on the TT platform. Messages that are currently in use with existing SGX STP features will continue to be the same after the update.

SGX currently plans to make the new STP Trading Groups effective in production starting from February 8. Customers planning to make immediate use of Trading Groups in production must email their requests to access@sgx.com by January 29. If customers wish to test the new feature in UAT, requests for Trading Group setup in the SGX Member Test Environment must be sent to derivatives_dev@sgx.com. Please note: For convenience, a Trading Group setup template is available in the most recent editions of TT System Admin News & Updates: https://www.tradingtechnologies.com/support-updates/

* IMPORTANT *
Customers making use of STP Trading Groups must ensure that all Exchange User IDs shared by a single connection are in the same STP Trading Group. Any Connection configured to have TTF and TTOs in different STP Trading Groups will be considered to be an invalid configuration and cannot be supported. Thank you for your cooperation and understanding.

(Ref 136880)

01/23/2022

01/23/2022

Improvements

General

A summary/reconciliation report is now provided to each customer in their EFT folder. This report contains a list of files delivered to the EFT server each day.

(Ref 136282)

Learn More

01/21/2022

01/21/2022

Fixes

Market Data

Fixes a bug that caused Term and Series Term data to be removed for some MX contracts.

(Ref 137434)

01/21/2022

01/21/2022

Fixes

Market Data

Fixes a bug on MX that caused incorrect LTD for SXF spreads.

(Ref 137365)

01/14/2022

Improvements

Score

New Model: Ramping is Score's newest beta model and it detects aggressive (liquidity taking) trading through multiple price levels over a short period of time. Scores are higher the more aggressive the trading is, and the more price levels the trading moves though.

(Ref 137112)

01/14/2022

01/14/2022

Improvements

Setup App

Added the ability to expand or collapse all accounts in the Accounts datagrid. Use the + symbol in the "Name" column header to expand all, and - to collapse all.

(Ref 136987)

01/08/2022

02/11/2022

Improvements

FIX Services

In order to better align with standard FIX Protocol, from TT FIX v176 onward the FIX Order Router will enforce the requirement that CancelReplace requests must include OrdType (tag 40) and OrderQty (tag 38) in the request message. Also CancelReplace requests for Limit Orders must include Price (tag 44). This applies to both 35=G and 35=AC request types.

(Ref 136668)

Version: v176

01/08/2022

02/11/2022

Improvements

FIX Services

Tag 828, TrdType, is now included in the TradeCaptureAck message (35=AR).

(Ref 136417)

Version: v176

01/08/2022

02/11/2022

Improvements

FIX Services

Updated the TT FIX schema files with new TT Order Type parameters, in preparation for a future release of TT Algo Server.

The new tags are supported in the TT schema only, and will have no effect if included in FIX order messages, and will not appear in drop copy execution reports.

Additional details will be provided when the new Algo server is deployed to UAT.
<field number='16969' name='SecondConditionIsOn' type='BOOLEAN' />
<field number='16970' name='SecondTriggerTicksAway' type='INT' />
<field number='16971' name='SecondTriggerQtyType' type='INT' >
<value enum='1' description="eQty"/>
<value enum='2' description="ePercentage"/>
</field>
<field number='16972' name='SecondTriggerQtyCompare' type='INT' >
<value enum='3' description="eLTE"/>
<value enum='5' description="eGTE"/>
</field>
<field number='16973' name='SecondTriggerQty' type='QTY' />
<field number='16974' name='LeftoverTime' type='INT' >
<value enum='0' description="eAtEnd"/>
<value enum='1' description="eAtHalfLife"/>
</field>
<field number='16975' name='SecondTriggerPriceType' type='INT' >
<value enum='1' description="eBid"/>
<value enum='2' description="eAsk"/>
<value enum='3' description="eLtp"/>
<value enum='6' description="eSameSide"/>
<value enum='7' description="eOppositeSide"/>
</field>
<field number='16976' name='NoImplies' type='BOOLEAN' />
<field number='16977' name='CustomSliceSched' type='STRING' />
<field number='16978' name='TTStopNoImplies' type='BOOLEAN' />

(Ref 136416)

Version: v176

01/08/2022

02/11/2022

Plan

FIX Services

Limited production deployment for FIX Market Data began Jan.08, 2022 and will continue deployment to the full production environment over the following 3-4 weeks. Deployment of FIX Order Routing is expected to begin Jan. 15, and Drop Copy to begin on Jan. 21.

All FIX Services for the v176 release were deployed to UAT Data Centers at EOD December 9, 2021.

This release includes changes to the FIX XML schema files. Clients are strongly encouraged to download and deploy the latest XML schema files from: https://library.tradingtechnologies.com/tt-fix/general/System_Overview.html prior to release.

Release Notes for FIX v176 and prior releases can be reviewed at any time by going to https://library.tradingtechnologies.com/release_notes/.

(Ref 136415)

Version: v176